Trading Metrics calculated at close of trading on 05-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
4,683.0 |
4,682.0 |
-1.0 |
0.0% |
4,648.0 |
High |
4,697.0 |
4,691.0 |
-6.0 |
-0.1% |
4,697.0 |
Low |
4,665.0 |
4,654.0 |
-11.0 |
-0.2% |
4,630.0 |
Close |
4,669.0 |
4,666.0 |
-3.0 |
-0.1% |
4,669.0 |
Range |
32.0 |
37.0 |
5.0 |
15.6% |
67.0 |
ATR |
53.1 |
52.0 |
-1.2 |
-2.2% |
0.0 |
Volume |
774,126 |
553,335 |
-220,791 |
-28.5% |
3,541,608 |
|
Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,781.3 |
4,760.7 |
4,686.4 |
|
R3 |
4,744.3 |
4,723.7 |
4,676.2 |
|
R2 |
4,707.3 |
4,707.3 |
4,672.8 |
|
R1 |
4,686.7 |
4,686.7 |
4,669.4 |
4,678.5 |
PP |
4,670.3 |
4,670.3 |
4,670.3 |
4,666.3 |
S1 |
4,649.7 |
4,649.7 |
4,662.6 |
4,641.5 |
S2 |
4,633.3 |
4,633.3 |
4,659.2 |
|
S3 |
4,596.3 |
4,612.7 |
4,655.8 |
|
S4 |
4,559.3 |
4,575.7 |
4,645.7 |
|
|
Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,866.3 |
4,834.7 |
4,705.9 |
|
R3 |
4,799.3 |
4,767.7 |
4,687.4 |
|
R2 |
4,732.3 |
4,732.3 |
4,681.3 |
|
R1 |
4,700.7 |
4,700.7 |
4,675.1 |
4,716.5 |
PP |
4,665.3 |
4,665.3 |
4,665.3 |
4,673.3 |
S1 |
4,633.7 |
4,633.7 |
4,662.9 |
4,649.5 |
S2 |
4,598.3 |
4,598.3 |
4,656.7 |
|
S3 |
4,531.3 |
4,566.7 |
4,650.6 |
|
S4 |
4,464.3 |
4,499.7 |
4,632.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,697.0 |
4,630.0 |
67.0 |
1.4% |
38.8 |
0.8% |
54% |
False |
False |
716,956 |
10 |
4,697.0 |
4,477.0 |
220.0 |
4.7% |
49.4 |
1.1% |
86% |
False |
False |
732,366 |
20 |
4,697.0 |
4,402.0 |
295.0 |
6.3% |
51.3 |
1.1% |
89% |
False |
False |
704,032 |
40 |
4,697.0 |
4,402.0 |
295.0 |
6.3% |
48.6 |
1.0% |
89% |
False |
False |
693,557 |
60 |
4,697.0 |
4,178.0 |
519.0 |
11.1% |
43.2 |
0.9% |
94% |
False |
False |
467,111 |
80 |
4,697.0 |
4,034.0 |
663.0 |
14.2% |
43.1 |
0.9% |
95% |
False |
False |
350,894 |
100 |
4,697.0 |
4,034.0 |
663.0 |
14.2% |
42.3 |
0.9% |
95% |
False |
False |
280,861 |
120 |
4,697.0 |
4,034.0 |
663.0 |
14.2% |
36.0 |
0.8% |
95% |
False |
False |
234,085 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,848.3 |
2.618 |
4,787.9 |
1.618 |
4,750.9 |
1.000 |
4,728.0 |
0.618 |
4,713.9 |
HIGH |
4,691.0 |
0.618 |
4,676.9 |
0.500 |
4,672.5 |
0.382 |
4,668.1 |
LOW |
4,654.0 |
0.618 |
4,631.1 |
1.000 |
4,617.0 |
1.618 |
4,594.1 |
2.618 |
4,557.1 |
4.250 |
4,496.8 |
|
|
Fisher Pivots for day following 05-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
4,672.5 |
4,665.2 |
PP |
4,670.3 |
4,664.3 |
S1 |
4,668.2 |
4,663.5 |
|